Anic Equity¶

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Total return since start: 0.554 %¶

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Equity now: -----------------------------> 47475.48 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46080.63 Kr¶

PnL: ---------------------------------------> -807.94 Kr¶

DD now: ---------------------------------> -2.374 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 14:05:52.752898'

Anic Portfolio¶

Today¶

Return: -0.829 %¶

This Week¶

Return: -1.418 %¶

Total¶

Return: 55.423 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -4.170000 3104.400000 133.400000 4.490000 2971.000006
HEBA B 70 -2.380000 2730.000000 94.000000 3.570000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 1.360000 431.200000 76.200000 21.460000 355.000000
Corem Property Group B 59 -0.810000 652.540000 75.540000 13.090000 576.999999
HMS Networks 2 -1.230000 706.800000 33.800000 5.020000 673.000000
Eastnine 4 -0.160000 508.800000 17.800000 3.630000 491.000000
Norva24 Group 16 -2.780000 560.000000 17.000000 3.130000 543.000000
Samhällsbyggnadsbo. i Norden D 12 2.540000 262.080000 16.080000 6.540000 246.000000
OEM International B 7 -1.530000 540.400000 12.400000 2.350000 527.999997
Midsona B 63 -1.560000 595.350000 12.350000 2.120000 582.999984
Coor Service Management Hold. 8 -0.150000 543.600000 11.600000 2.180000 532.000000
Resurs Holding 22 0.260000 585.200000 11.200000 1.950000 573.999998
Intrum 4 -0.710000 532.200000 5.200000 0.990000 527.000000
Karnov Group 9 1.360000 538.200000 2.200000 0.410000 536.000004
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
MedCap 2 -1.630000 423.000000 2.000000 0.480000 421.000000
Essity B 2 -0.900000 574.800000 0.800000 0.140000 574.000000
Handelsbanken A 5 -1.970000 546.000000 0.000000 0.000000 546.000000
Essity A 4 -0.170000 1148.000000 -1.000000 -0.090000 1149.000000
AcadeMedia 12 0.000000 554.880000 -2.120000 -0.380000 557.000004
Swedbank A 3 -1.790000 559.950000 -4.050000 -0.720000 564.000000
Securitas B 6 -0.930000 561.720000 -8.280000 -1.450000 570.000000
Nordea Bank Abp 29 -1.410000 3441.720000 -12.280000 -0.360000 3453.999992
Fastighetsbolag. Emilshus Pref 21 -5.780000 548.100000 -13.900000 -2.470000 562.000005
CTEK 13 -0.810000 508.950000 -25.050000 -4.690000 533.999999
Boozt 12 -0.520000 1622.400000 -31.600000 -1.910000 1653.999996
FM Mattsson Mora Group B 50 -0.170000 2895.000000 -32.000000 -1.090000 2927.000000
Vivesto 1368 1.040000 559.240000 -53.760000 -8.770000 612.999432
International Petroleum Corp. 5 1.270000 519.000000 -75.570000 -12.710000 594.565215
SAAB B 8 -1.160000 3261.600000 -115.400000 -3.420000 3377.000000
Sampo Oyj SDB 7 -1.110000 3734.500000 -115.500000 -3.000000 3850.000000
OX2 18 -0.990000 1529.100000 -134.900000 -8.110000 1663.999992
Axfood 13 -0.360000 3565.900000 -190.100000 -5.060000 3756.000001
Fasadgruppen Group 35 0.200000 3563.000000 -248.000000 -6.510000 3810.999990
Ovzon 52 2.230000 3094.000000 -268.000000 -7.970000 3361.999992
TOTAL 46080.630000 -807.940000 -2.37387% 46888.564618

Updated:¶

'2023-01-13 14:06:05.280872'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶